This is a preview. Log in through your library . Abstract In this paper four alternative quarterly econometric models of investment behavior are fitted to a common set of data for individual ...

This paper extends the Pearson chi-square testing method to nondynamic parametric econometric models, in particular, to models with covariates. The paper establishes the asymptotic distribution of the ...

THE MODERN ECONOMY is a complex machine. Its job is to allocate limited resources and distribute output among a large number of agents—mainly individuals, firms, and governments—allowing for the ...

Spatial econometrics addresses the challenges posed by spatially correlated data, enabling researchers to understand and quantify how economic phenomena in one location can influence those in ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation In forecasting economic time series, statistical models often need to be complemented with a process to impose various ...